44 resultados para time-varying AR models
Resumo:
Unmanned surface vehicles (USVs) are able to accomplish difficult and challenging tasks both in civilian and defence sectors without endangering human lives. Their ability to work round the clock makes them well-suited for matters that demand immediate attention. These issues include but not limited to mines countermeasures, measuring the extent of an oil spill and locating the source of a chemical discharge. A number of USV programmes have emerged in the last decade for a variety of aforementioned purposes. Springer USV is one such research project highlighted in this paper. The intention herein is to report results emanating from data acquired from experiments on the Springer vessel whilst testing its advanced navigation, guidance and control (NGC) subsystems. The algorithms developed for these systems are based on soft-computing methodologies. A novel form of data fusion navigation algorithm has been developed and integrated with a modified optimal controller. Experimental results are presented and analysed for various scenarios including single and multiple waypoints tracking and fixed and time-varying reference bearings. It is demonstrated that the proposed NGC system provides promising results despite the presence of modelling uncertainty and external disturbances.
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Conditional branches frequently exhibit similar behavior (bias, time-varying behavior,...), a property that can be used to improve branch prediction accuracy. Branch clustering constructs groups or clusters of branches with similar behavior and applies different branch prediction techniques to each branch cluster. We revisit the topic of branch clustering with the aim of generalizing branch clustering. We investigate several methods to measure cluster information, with the most effective the storage of information in the branch target buffer. Also, we investigate alternative methods of using the branch cluster identification in the branch predictor. By these improvements we arrive at a branch clustering technique that obtains higher accuracy than previous approaches presented in the literature for the gshare predictor. Furthermore, we evaluate our branch clustering technique in a wide range of predictors to show the general applicability of the method. Branch clustering improves the accuracy of the local history (PAg) predictor, the path-based perceptron and the PPM-like predictor, one of the 2004 CBP finalists.
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Previous research based on theoretical simulations has shown the potential of the wavelet transform to detect damage in a beam by analysing the time-deflection response due to a constant moving load. However, its application to identify damage from the response of a bridge to a vehicle raises a number of questions. Firstly, it may be difficult to record the difference in the deflection signal between a healthy and a slightly damaged structure to the required level of accuracy and high scanning frequencies in the field. Secondly, the bridge is going to have a road profile and it will be loaded by a sprung vehicle and time-varying forces rather than a constant load. Therefore, an algorithm based on a plot of wavelet coefficients versus time to detect damage (a singularity in the plot) appears to be very sensitive to noise. This paper addresses these questions by: (a) using the acceleration signal, instead of the deflection signal, (b) employing a vehicle-bridge finite element interaction model, and (c) developing a novel wavelet-based approach using wavelet energy content at each bridge section which proves to be more sensitive to damage than a wavelet coefficient line plot at a given scale as employed by others.
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This paper proposes a new non-parametric method for estimating model-free, time-varying liquidity betas which builds on realized covariance and volatility theory. Working under a liquidity-adjusted CAPM framework we provide evidence that liquidity risk is a factor priced in the Greek stock market, mainly arising from the covariation of individual liquidity with local market liquidity, however, the level of liquidity seems to be an irrelevant variable in asset pricing. Our findings provide support to the notion that liquidity shocks transmitted across securities can cause market-wide effects and can have important implications for portfolio diversification strategies. ©2012 Elsevier B.V. All rights reserved.
Resumo:
This paper presents the maximum weighted stream posterior (MWSP) model as a robust and efficient stream integration method for audio-visual speech recognition in environments, where the audio or video streams may be subjected to unknown and time-varying corruption. A significant advantage of MWSP is that it does not require any specific measurements of the signal in either stream to calculate appropriate stream weights during recognition, and as such it is modality-independent. This also means that MWSP complements and can be used alongside many of the other approaches that have been proposed in the literature for this problem. For evaluation we used the large XM2VTS database for speaker-independent audio-visual speech recognition. The extensive tests include both clean and corrupted utterances with corruption added in either/both the video and audio streams using a variety of types (e.g., MPEG-4 video compression) and levels of noise. The experiments show that this approach gives excellent performance in comparison to another well-known dynamic stream weighting approach and also compared to any fixed-weighted integration approach in both clean conditions or when noise is added to either stream. Furthermore, our experiments show that the MWSP approach dynamically selects suitable integration weights on a frame-by-frame basis according to the level of noise in the streams and also according to the naturally fluctuating relative reliability of the modalities even in clean conditions. The MWSP approach is shown to maintain robust recognition performance in all tested conditions, while requiring no prior knowledge about the type or level of noise.
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This study further explored the impact of sectarian violence and children's emotional insecurity about community on child maladjustment using a 4-wave longitudinal design. The study included 999 mother-child dyads in Belfast, Northern Ireland (482 boys, 517 girls). Across the 4 waves, child mean age was 12.19 (SD = 1.82), 13.24 (SD = 1.83), 13.61 (SD = 1.99), and 14.66 years (SD = 1.96), respectively. Building on previous studies of the role of emotional insecurity in child adjustment, the current study examines within-person change in emotional insecurity using latent growth curve analyses. The results showed that children's trajectories of emotional insecurity about community were related to risk for developing conduct and emotion problems. These findings controlled for earlier adjustment problems, age, and gender, and took into account the time-varying nature of experience with sectarian violence. Discussion considers the implications for children's emotional insecurity about community for relations between political violence and children's adjustment, including the significance of trajectories of emotional insecurity over time.
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The biocompatibility of NiTi after laser welding was studied by examining the in vitro (mesenchymal stem cell) MSC responses at different sets of time varying from early (4 to 12 h) to intermediate phases (1 and 4 days) of cell culture. The effects of physical (surface roughness and topography) and chemical (surface Ti/Ni ratio) changes as a consequence of laser welding in different regions (WZ, HAZ, and BM) on the cell morphology and cell coverage were studied. The results in this research indicated that the morphology of MSCs was affected primarily by the topographical factors in the WZ: the well-defined and directional dendritic pattern and the presence of deeper grooves. The morphology of MSCs was not significantly modulated by surface roughness. Despite the possible initial Ni release in the medium during the cell culture, no toxic effect seemed to cause to MSCs as evidenced by the success of adhesion and spreading of the cells onto different regions in the laser weldment. The good biocompatibility of the NiTi laser weldment has been firstly reported in this study.
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In this paper, we re-examine two important aspects of the dynamics of relative primary commodity prices, namely the secular trend and the short run volatility. To do so, we employ 25 series, some of them starting as far back as 1650 and powerful panel data stationarity tests that allow for endogenous multiple structural breaks. Results show that all the series are stationary after allowing for endogenous multiple breaks. Test results on the Prebisch–Singer hypothesis, which states that relative commodity prices follow a downward secular trend, are mixed but with a majority of series showing negative trends. We also make a first attempt at identifying the potential drivers of the structural breaks. We end by investigating the dynamics of the volatility of the 25 relative primary commodity prices also allowing for endogenous multiple breaks. We describe the often time-varying volatility in commodity prices and show that it has increased in recent years.
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A key tracer of the elusive progenitor systems of Type Ia supernovae (SNe Ia) is the detection of narrow blueshifted time-varying Na I D absorption lines, interpreted as evidence of circumstellar material surrounding the progenitor system. The origin of this material is controversial, but the simplest explanation is that it results from previous mass-loss in a system containing a white dwarf and a non-degenerate companion star. We present new single-epoch intermediate-resolution spectra of 17 low-redshift SNe Ia taken with XShooter on the European Southern Observatory Very Large Telescope. Combining this sample with events from the literature, we confirm an excess (∼20 per cent) of SNe Ia displaying blueshifted narrow Na I D absorption features compared to redshifted Na I D features. The host galaxies of SNe Ia displaying blueshifted absorption profiles are skewed towards later-type galaxies, compared to SNe Ia that show no Na I D absorption and SNe Ia displaying blueshifted narrow Na I D absorption features have broader light curves. The strength of the Na I D absorption is stronger in SNe Ia displaying blueshifted Na I D absorption features than those without blueshifted features, and the strength of the blueshifted Na I D is correlated with the B − V colour of the SN at maximum light. This strongly suggests the absorbing material is local to the SN. In the context of the progenitor systems of SNe Ia, we discuss the significance of these findings and other recent observational evidence on the nature of SN Ia progenitors. We present a summary that suggests that there are at least two distinct populations of normal, cosmologically useful SNe Ia.
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The demand for sustainable development has resulted in a rapid growth in wind power worldwide. Despite various approaches have been proposed to improve the accuracy and to overcome the uncertainties associated with traditional methods, the stochastic and variable nature of wind still remains the most challenging issue in accurately forecasting wind power. This paper presents a hybrid deterministic-probabilistic method where a temporally local ‘moving window’ technique is used in Gaussian Process to examine estimated forecasting errors. This temporally local Gaussian Process employs less measurement data while faster and better predicts wind power at two wind farms, one in the USA and the other in Ireland. Statistical analysis on the results shows that the method can substantially reduce the forecasting error while more likely generate Gaussian-distributed residuals, particularly for short-term forecast horizons due to its capability to handle the time-varying characteristics of wind power.
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We assemble a sample of 24 hydrogen-poor superluminous supernovae(SLSNe). Parameterizing the light-curve shape through rise and declinetime-scales shows that the two are highly correlated. Magnetar-poweredmodels can reproduce the correlation, with the diversity in rise anddecline rates driven by the diffusion time-scale. Circumstellarinteraction models can exhibit a similar rise-decline relation, but onlyfor a narrow range of densities, which may be problematic for thesemodels. We find that SLSNe are approximately 3.5 mag brighter and havelight curves three times broader than SNe Ibc, but that the intrinsicshapes are similar. There are a number of SLSNe with particularly broadlight curves, possibly indicating two progenitor channels, butstatistical tests do not cleanly separate two populations. The generalspectral evolution is also presented. Velocities measured from Fe II aresimilar for SLSNe and SNe Ibc, suggesting that diffusion timedifferences are dominated by mass or opacity. Flat velocity evolution inmost SLSNe suggests a dense shell of ejecta. If opacities in SLSNe aresimilar to other SNe Ibc, the average ejected mass is higher by a factor2-3. Assuming κ = 0.1 cm2 g-1, we estimate amean (median) SLSN ejecta mass of 10 M⊙ (6M⊙), with a range of 3-30 M⊙. Doubling theassumed opacity brings the masses closer to normal SNe Ibc, but with ahigh-mass tail. The most probable mechanism for generating SLSNe seemsto be the core collapse of a very massive hydrogen-poor star, forming amillisecond magnetar.
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Systematic principal component analysis (PCA) methods are presented in this paper for reliable islanding detection for power systems with significant penetration of distributed generations (DGs), where synchrophasors recorded by Phasor Measurement Units (PMUs) are used for system monitoring. Existing islanding detection methods such as Rate-of-change-of frequency (ROCOF) and Vector Shift are fast for processing local information, however with the growth in installed capacity of DGs, they suffer from several drawbacks. Incumbent genset islanding detection cannot distinguish a system wide disturbance from an islanding event, leading to mal-operation. The problem is even more significant when the grid does not have sufficient inertia to limit frequency divergences in the system fault/stress due to the high penetration of DGs. To tackle such problems, this paper introduces PCA methods for islanding detection. Simple control chart is established for intuitive visualization of the transients. A Recursive PCA (RPCA) scheme is proposed as a reliable extension of the PCA method to reduce the false alarms for time-varying process. To further reduce the computational burden, the approximate linear dependence condition (ALDC) errors are calculated to update the associated PCA model. The proposed PCA and RPCA methods are verified by detecting abnormal transients occurring in the UK utility network.
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An efficient and robust case sorting algorithm based on Extended Equal Area Criterion (EEAC) is proposed in this paper for power system transient stability assessment (TSA). The time-varying degree of an equivalent image system can be deduced by comparing the analysis results of Static EEAC (SEEAC) and Dynamic EEAC (DEEAC), the former of which neglects all time-varying factors while the latter partially considers the time-varying factors. Case sorting rules according to their transient stability severity are set combining the time-varying degree and fault messages. Then a case sorting algorithm is designed with the “OR” logic among multiple rules, based on which each case can be identified into one of the following five categories, namely stable, suspected stable, marginal, suspected unstable and unstable. The performance of this algorithm is verified by studying 1652 contingency cases from 9 real Chinese provincial power systems under various operating conditions. It is shown that desirable classification accuracy can be achieved for all the contingency cases at the cost of very little extra computational burden and only 9.81% of the whole cases need to carry out further detailed calculation in rigorous on-line TSA conditions.
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The integration of an ever growing proportion of large scale distributed renewable generation has increased the probability of maloperation of the traditional RoCoF and vector shift relays. With reduced inertia due to non-synchronous penetration in a power grid, system wide disturbances have forced the utility industry to design advanced protection schemes to prevent system degradation and avoid cascading outages leading to widespread blackouts. This paper explores a novel adaptive nonlinear approach applied to islanding detection, based on wide area phase angle measurements. This is challenging, since the voltage phase angles from different locations exhibit not only strong nonlinear but also time-varying characteristics. The adaptive nonlinear technique, called moving window kernel principal component analysis is proposed to model the time-varying and nonlinear trends in the voltage phase angle data. The effectiveness of the technique is exemplified using both DigSilent simulated cases and real test cases recorded from the Great Britain and Ireland power systems by the OpenPMU project.